Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$10.85
Estimated Strategy Capacity
$410000.00
Lowest Capacity Asset
HSGX VW390IT7P4YT
 
class OpeningRangeBreakout(QCAlgorithm):
    
    bar1 = bar2 = bar3 = None 
    
    def Initialize(self):
        self.symbol = "OCGN"
        self.SetStartDate(2021, 10, 14)  
        self.SetEndDate(2021, 10, 14)  
        self.SetCash(10000)
        self.AddEquity(self.symbol, Resolution.Minute)
        self.Consolidate(self.symbol, timedelta(minutes=5), self.OnDataConsolidated)
        
        self.Schedule.On(self.DateRules.EveryDay(self.symbol), self.TimeRules.At(9,47), self.ClosePositions)
        #3. Create a scheduled event triggered at 13:30 calling the ClosePositions function

    def OnData(self, data):
        
        if self.Portfolio.Invested or None in (self.bar1, self.bar2):
            return
        self.Debug("{} {}".format(self.bar1, self.bar2))
        
        if self.bar2.Open > self.bar1.Open:
            self.Debug("Set holdings " + str(self.symbol))
            self.SetHoldings(self.symbol, 1)

    def OnDataConsolidated(self, bar):
        if bar.Time.hour == 9 and bar.Time.minute == 30:
            self.bar1 = bar
        if bar.Time.hour == 9 and bar.Time.minute == 35:
            self.bar2 = bar


    #1. Create a function named ClosePositions(self)
        #2. Set self.openingBar to None, and liquidate TSLA 
    def ClosePositions(self):
        self.Debug("ClosePositions 1 {}".format(self.Time))
        self.bar1 = None
        self.bar2 = None
        self.Log("Close " + str(self.Portfolio[self.symbol].Quantity) + " units of symbol " + str(self.symbol))
        self.Liquidate(self.symbol)
        self.Debug("ClosePositions 2")